Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 52568.05 USD Other G-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 13847.71 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 74826.01 USD Other IG-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 9647.38 USD Other S-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 13157.30 USD Other S-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 26820.97 USD Other S-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 46541.09 USD Other S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 73073.35 USD Other S-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 29197.82 USD Other S-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 40 77941.80 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 60382.26 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 1129.88 USD Other A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 50035.09 USD Other A-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 18477.13 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 31825.10 USD Other A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 39984.45 USD Other A-5-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 31558.47 USD Other CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 73811.32 USD Other CB-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 66846.12 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 34428.87 USD Other S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 56487.06 USD Other S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 30686.75 USD Other S-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 33554.62 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 86651.36 USD Other G-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 41 62175.46 USD Other G-2-Q No Liberty Mortgage Services Corp.